+3,813.8%
SWKS vs CCJ
+1,583.6%
+2,230.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +12.5% | +0.7% | +11.8% | +12.2% |
| 30D | +10.5% | +6.9% | +3.6% | +8.0% |
| 3M | -7.4% | -11.6% | +4.3% | -4.2% |
| 6M | +32.7% | -16.2% | +48.9% | +37.8% |
| YTD | +19.2% | +10.1% | +9.1% | +12.2% |
| 1Y | +2.4% | +32.3% | -29.9% | -10.3% |
| 3Y | -25.6% | +171.3% | -196.9% | -50.4% |
| 5Y | -53.4% | +372.4% | -425.8% | -75.5% |
| 10Y | +23.2% | +1,070.0% | -1,046.9% | -57.6% |
| All | +3,813.8% | +1,583.6% | +2,230.2% | +707.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling